+309.3%
SPY vs GLW
+554.5%
-245.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +3.3% | +15.5% | -12.2% | -1.2% |
| 30D | -2.7% | -19.6% | +16.9% | +3.0% |
| 3M | -1.7% | -28.5% | +26.8% | +6.3% |
| 6M | +3.1% | -39.5% | +42.6% | +12.4% |
| YTD | +11.9% | +37.2% | -25.3% | -15.2% |
| 1Y | +12.0% | +35.4% | -23.4% | -15.1% |
| 3Y | +78.2% | +359.7% | -281.5% | -23.7% |
| 5Y | +73.2% | +244.0% | -170.8% | -16.8% |
| All | +309.3% | +554.5% | -245.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling